Sieve Bootstrap Prediction Intervals for Contamined BIP-ARMA Processes

Gustavo Ulloa, Héctor Allende. Sieve Bootstrap Prediction Intervals for Contamined BIP-ARMA Processes. In 31st International Conference of the Chilean Computer Science Society, SCCC 2012, Valparaíso, Chile, November 12-16, 2012. pages 241-244, IEEE, 2012. [doi]

Authors

Gustavo Ulloa

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Héctor Allende

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